I have one p233mmx for DOS gaming, and some 133's for other uses and as spares. The Intel HX chipset was the better one to have because it can cache 256MB or 512MB of RAM while the cheaper TX chipset only did 64MB (using any RAM out of the cache range was slow as hell). The VX chipset also sucked, granted the HX was the server one.

MMX chips had double the cache built in, so yes they are faster.